updating Ubuntu

you'll need to download the current version and do a complete installation, as 8.04 isn't supported anymore.

if you created your own /home directory, then you won't lose any of your data. if you didn't create one, installing the new version will erase all your data.

however, there's the instruction to create a separate /home directory so you don't lose any data.

http://embraceubuntu.com/2006/01/29/move-home-to-its-own-partition/

i haven't used ver 8.04 so i don't know if any of the linux instructions have changed since then.

anyhoo, it's always a good idea to copy any files/data you want to keep.

To correct marcus, 8.04 is LTS and is still fully supported. The list of supported Ubuntu's are updated here:

https://help.ubuntu.com/

You can upgrade from 8.04 to 10.04, and if you want to upgrade to 10.10 you can also.

I would recommend against upgrading as it tends to introduce issues, but for the most part it can be done. A Fresh install guarantees a decent environment so you should have less issues. However your mileage may vary :)

When you run update manager, it should offer you a upgrade option. Is this the case for you?

It is a good idea to backup /home and any other stuff you don't want to lose as you can make mistakes that may result in data loss. So protecting this is a great idea. I've even heard of installation methods the purpose to 'not' overwrite your /home folder too badly, but I am not familiar with them.

I looked through the various upgrades, but I can't find one to move from 8.04 to 8.10.

You shouldn't. You should just go straight to 10.04 (LTS - LTS upgrade).

https://help.ubuntu.com/community/UpgradeNotes

That will work? From what I read, I thought you had to install every update in between.

In theory, it should.
But I strongly advise you to make a BACKUP of /home.
In reality, lots of people had issue. As I hear only about bad news and never good ones, I can't provide you any ratio!
For what I read, upgrade is straightforward from one LTS to another one, which is logical.

To further complicate things, The ubuntu website says that you can install updates by going to System/Administration/Update Manager and then click "Settings". The problem? In 8.04 at least, there is no "Settings" box in Update Manager. is there an alternative way to get to settings for it?

Please provide links when you refer to a Web site. This morning I received 40 messages about Launchpad questions, and so have few time search what is this link.
Could you provide a screen copy via http://imageshack.us/ (and post the returned link).